CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:103.46% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.48 | |
| 0.2177 | 17.51 | |
| 0.8086 | 135.96 | |
| -0.1552 | -8.94 |
Estimation Period:
Jan 2, 2008 to Oct 31, 2025
Jan 2, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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